How do I get proportion of variance?

8 views (last 30 days)
I have eight variables and I want to know which one is important and I try to use principal component analysis and the one I get is the percentage? The following is my code and I really need proportion not percentage. Thanks in advance.
[COEFF, latent, explained] = pcacov(cov(out)); proportion = cumsum(latent)/sum(latent); figure pareto(latent)

Accepted Answer

Nachiket Katakkar
Nachiket Katakkar on 24 Feb 2017
Your calculation of proportion of variance seems to be correct. The following example highlights that:
% Example from pcacov documentation page
load hald
covx = cov(ingredients);
[COEFF,latent,explained] = pcacov(covx);
cumsum(latent/sum(latent))
ans =
0.8660
0.9789
0.9996
1.0000
pareto(latent)
You will observe that the pareto chart shows only 95% of the cumulative distribution and therefore, 2 columns will be displayed.
Note also that "pcacov" performs principal components analysis on the covariance matrix of the input so calling "cov" inside "pcacov" does not seem necessary.
  1 Comment
Sonisa
Sonisa on 24 Feb 2017
I got it but I was looking for a way to do proportion of variance with respond to the independent variables to the dependent variables. Is there a way?

Sign in to comment.

More Answers (0)

Categories

Find more on Dimensionality Reduction and Feature Extraction in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!